An Optical Random Number Generator for Monte Carlo Calculations

Anthony J. Martino; G. Michael Morris

doi:10.1364/OPTCOMP.1985.WA5

Topical Meeting on Optical Computing
Technical Digest Series (Optica Publishing Group, 1985),
paper WA5
•https://doi.org/10.1364/OPTCOMP.1985.WA5

An Optical Random Number Generator for Monte Carlo Calculations

Anthony J. Martino and G. Michael Morris

Optical Computing 1985

Incline Village, Nevada United States
18–20 March 1985
ISBN:

From the session
Future Directions in Optical Computing I (WA)

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A. J. Martino and G. M. Morris, "An Optical Random Number Generator for Monte Carlo Calculations," in Topical Meeting on Optical Computing, Technical Digest Series (Optica Publishing Group, 1985), paper WA5.

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Abstract

Many of the tasks that are performed on a digital computer require a source of random numbers that are independent and fit a specified probability density. The usual random number generator provides numbers that are uniformly distributed over the interval (0,1). A transformation is then employed to obtain deviates that follow the specified distribution. A complicated transformation can reduce the generation rate by as much as an order of magnitude or more.

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